+1,478.9%
GS vs ZBH
+329.5%
+1,149.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.6% | +2.1% | +3.5% |
| 7D | +0.8% | +11.3% | -10.4% | -4.1% |
| 30D | +1.2% | +21.5% | -20.3% | -7.7% |
| 3M | -12.4% | +12.5% | -24.9% | -17.6% |
| 6M | -2.3% | +32.3% | -34.6% | -15.8% |
| YTD | +4.6% | +21.4% | -16.8% | -6.8% |
| 1Y | +17.5% | +23.7% | -6.2% | +3.7% |
| 3Y | +202.0% | +7.0% | +195.0% | +175.1% |
| 5Y | +152.4% | -13.2% | +165.6% | +149.8% |
| 10Y | +478.5% | +19.3% | +459.2% | +363.5% |
| All | +1,478.9% | +329.5% | +1,149.4% | +621.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ZBH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling